| Full text | |
| Author(s): |
Total Authors: 2
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| Affiliation: | [1] Univ Sao Paulo, Dept Matemat Aplicada & Estat, Inst Ciencias Matemat & Computacao, BR-13560970 Sao Carlos, SP - Brazil
Total Affiliations: 1
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| Document type: | Journal article |
| Source: | IEEE Transactions on Automatic Control; v. 58, n. 5, p. 1280-1283, MAY 2013. |
| Web of Science Citations: | 0 |
| Abstract | |
In this note we study the stability of Markov jump linear systems with additive noise. We show in a rather direct manner that the system is mean square Lagrange asymptotic stable if and only if the long run average cost is bounded and the system is weak detectable, generalizing previous results employing observability notions. In control applications this means that, for detectable systems, closed loop controls incurring in bounded long run average cost are ensured to be stabilizing. A numerical example is included. (AU) | |
| FAPESP's process: | 10/04968-1 - Stability for the Long Run Average Cost for Markov Jump Linear Systems |
| Grantee: | Brenno Gustavo Barbosa |
| Support Opportunities: | Scholarships in Brazil - Master |
| FAPESP's process: | 10/12360-3 - Stability of Kalman filter for stochastic systems |
| Grantee: | Eduardo Fontoura Costa |
| Support Opportunities: | Regular Research Grants |